Suppose you have two covariance matrices A and B. Is AB also a covariance matrix? Suppose that, by plain dumb luck, we also have that AB=BA. Is AB a covariance matrix under this additional condition?
Quant Research Interview Questions
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Suppose you have 100 GB of data that you want to sort, but you only have 1 GB of memory. How would you sort this data?
suppose you live in middle town, your mom lives in downtown while your girl friend lives in uptown. You take subway to have dinner with either your mom or your girl friend every night. You always the first train that arrives at the station. why do you end up with have dinner with your girl friend 90% of the times? assume the uptown and downtown train run at the same intervals.
how fast can you find the max in a sorted list of numbers
Q: Integrate xlogx. Q: Put the numbers 1~1000 around a circle in order. Start at 1, you delete the number 1, 3, 5, ... and carry on this pattern of deleting numbers alternatively until there's only one number left. Determine that number.
what is the influence to R square when more independent variables are added to the regression model
High delta quant test based on large dataset.
Two cylindric tubes of same diameter cross centered at right angle. How would you calculate the volume of the intersect?
A submarine fires its both torpedoes. The probability of a torpedo hits the target is 3/7. if the target sunk what is the probability of both torpedoes has hit the target?
How would you calculate the height of the building given a watch and substance?
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